A Series of Unfortunate Events

What do you all think of this series by Lemony Snicket? I'm not trying to stir up controversy, but I've listened to the first book and something bothered me about it. I can't put my finger on it, but there seems to be something wrong with it or maybe it just depressed me to listen to a series of unfortunate events. ;-)

Can anyone give me some background info on the series and the author?

Jordan